Hélène Dufour28 juin 20221 min de lectureForecasting Bank Capital Ratios Using the Prophet Model by Facebook"... we conclude that the Prophet model does a good job of forecasting bank capital ratios, which could supplement bank stress tests by regulatory agencies."LIRE
"... we conclude that the Prophet model does a good job of forecasting bank capital ratios, which could supplement bank stress tests by regulatory agencies."LIRE
Distributionally robust insurance under the Wasserstein distanceThis paper explores optimal insurance contracting for a decision maker facing ambiguous loss distributions. Using a p-Wasserstein ball...
Insurance Firms and ESG Policies: The Effect on Default Risk Effect and RiskinessThis research examines how ESG performance impacts default probability (PD) in life and non-life insurance firms. Findings show that...
Has Centralised Supervision Made European Banks More Resilient?The study assesses the impact of Europe's Single Supervisory Mechanism on banks' balance sheets, finding that centrally supervised banks...
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